be5tan/rlystop: Early stopping for statistical inverse problems

This package implements early stopping procedures based on the residuals for cut-off estimation and gradient descent. For the theoretical results see: G. Blanchard, M. Hoffmann, M. Reiß. Early stopping for statistical inverse problems via truncated SVD estimation. https://arxiv.org/abs/1710.07278. G. Blanchard, M. Hoffmann, M. Reiß. Optimal adaptation for early stopping in statistical inverse problems. https://arxiv.org/abs/1606.07702. B. Stankewitz. Smoothed residual stopping for statistical inverse problems via truncated SVD estimation. https://arxiv.org/abs/1909.13702.

install.packages("remotes")
remotes::install_github("be5tan/rlystop")